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  • PerformanceMeasures PracticeQuiz Data

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    surbhi thakkar
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    This table shows the excess returns over the risk-free rate for three assets (A, B, and M) across 12 months. Asset A outperformed in months 1, 3, 4, 5, 6, 8, 10 and 11 but underperformed in months 2, 7, 9 and 12. Asset B strongly outperformed in months 4 and 6 but significantly underperformed in months 7 and 9. Asset M's returns were more moderate but negative in months 2, 7, 9 and 12.

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    _508c44d3fb8a4fea1d894a0fc68e1d75_PerformanceMeasures_PracticeQuiz_data.xlsx

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    This table shows the excess returns over the risk-free rate for three assets (A, B, and M) across 12 months. Asset A outperformed in months 1, 3, 4, 5, 6, 8, 10 and 11 but underperformed in months 2, 7, 9 and 12. Asset B strongly outperformed in months 4 and 6 but significantly underperformed in months 7 and 9. Asset M's returns were more moderate but negative in months 2, 7, 9 and 12.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    13 views1 page

    PerformanceMeasures PracticeQuiz Data

    Uploaded by

    surbhi thakkar
    This table shows the excess returns over the risk-free rate for three assets (A, B, and M) across 12 months. Asset A outperformed in months 1, 3, 4, 5, 6, 8, 10 and 11 but underperformed in months 2, 7, 9 and 12. Asset B strongly outperformed in months 4 and 6 but significantly underperformed in months 7 and 9. Asset M's returns were more moderate but negative in months 2, 7, 9 and 12.

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    of 1

    Excess Returns over the risk free rate

    Month A B M
    1 5.63 3.86 3.25
    2 -2.86 -0.10 -7.36
    3 8.56 3.58 4.32
    4 13.18 38.14 15.46
    5 10.83 13.93 8.76
    6 11.43 40.13 15.41
    7 -1.61 -7.79 -5.10
    8 7.61 1.88 3.79
    9 -5.67 1.90 -14.22
    10 9.81 13.14 7.54
    11 -1.96 -4.63 -2.08
    12 2.83 -0.72 2.46

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